+663.2%
FLEX vs HST
+74.0%
+589.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.3% |
| 7D | -0.9% | -1.0% | +0.1% | -0.3% |
| 30D | -10.1% | -12.3% | +2.1% | -3.6% |
| 3M | -31.3% | -6.4% | -25.0% | -29.3% |
| 6M | +71.3% | +15.0% | +56.3% | +57.0% |
| YTD | +81.2% | +30.5% | +50.7% | +54.2% |
| 1Y | +98.5% | +35.7% | +62.8% | +64.4% |
| 3Y | +428.2% | +68.4% | +359.9% | +281.2% |
| All | +663.2% | +74.0% | +589.2% | +410.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded HST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling